Anic Equity¶
'#---------------------------------------------------------#'
Total return since start: 0.553 %¶
'#---------------------------------------------------------#'
Equity now: -----------------------------> 47445.51 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 46050.54 Kr¶
PnL: ---------------------------------------> -838.03 Kr¶
DD now: ---------------------------------> -2.435 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-25 11:28:31.859103'
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| HEBA B | 70 | -1.000000 | 2761.500000 | 125.500000 | 4.760000 | 2636.000010 |
| Beijer Electronics Group | 26 | -0.840000 | 3068.000000 | 97.000000 | 3.260000 | 2971.000006 |
| FM Mattsson Mora Group B | 50 | -2.900000 | 3010.000000 | 83.000000 | 2.840000 | 2927.000000 |
| SAAB B | 8 | 0.610000 | 3428.000000 | 51.000000 | 1.510000 | 3377.000000 |
| AcadeMedia | 12 | -2.210000 | 593.760000 | 36.760000 | 6.600000 | 557.000004 |
| MedCap | 2 | -0.220000 | 455.000000 | 34.000000 | 8.080000 | 421.000000 |
| Samhällsbyggnadsbo. i Norden B | 20 | -0.670000 | 388.300000 | 33.300000 | 9.380000 | 355.000000 |
| Corem Property Group B | 59 | -2.370000 | 607.700000 | 30.700000 | 5.320000 | 576.999999 |
| Resurs Holding | 22 | -1.190000 | 602.140000 | 28.140000 | 4.900000 | 573.999998 |
| Boozt | 12 | -1.200000 | 1676.400000 | 22.400000 | 1.350000 | 1653.999996 |
| Norva24 Group | 16 | -0.280000 | 564.800000 | 21.800000 | 4.010000 | 543.000000 |
| Swedbank A | 3 | -0.700000 | 577.050000 | 13.050000 | 2.310000 | 564.000000 |
| Eastnine | 4 | -0.470000 | 504.000000 | 13.000000 | 2.650000 | 491.000000 |
| Securitas B | 6 | -1.020000 | 582.600000 | 12.600000 | 2.210000 | 570.000000 |
| HMS Networks | 2 | -3.660000 | 684.800000 | 11.800000 | 1.750000 | 673.000000 |
| Coor Service Management Hold. | 8 | -0.890000 | 537.200000 | 5.200000 | 0.980000 | 532.000000 |
| OEM International B | 7 | -1.300000 | 532.000000 | 4.000000 | 0.760000 | 527.999997 |
| Samhällsbyggnadsbo. i Norden D | 12 | -0.580000 | 248.880000 | 2.880000 | 1.170000 | 246.000000 |
| Karnov Group | 9 | -0.830000 | 538.200000 | 2.200000 | 0.410000 | 536.000004 |
| Fastighetsbolag. Emilshus Pref | 21 | -2.010000 | 563.850000 | 1.850000 | 0.330000 | 562.000005 |
| Creaspac SPAC | 6 | 0.000000 | 575.400000 | -1.600000 | -0.280000 | 577.000002 |
| Intrum | 4 | -4.000000 | 523.600000 | -3.400000 | -0.650000 | 527.000000 |
| Handelsbanken A | 5 | -1.370000 | 540.250000 | -5.750000 | -1.050000 | 546.000000 |
| Nordea Bank Abp | 29 | -0.290000 | 3444.620000 | -9.380000 | -0.270000 | 3453.999992 |
| Essity B | 2 | -0.180000 | 559.600000 | -14.400000 | -2.510000 | 574.000000 |
| Midsona B | 63 | -2.310000 | 560.700000 | -22.300000 | -3.830000 | 582.999984 |
| CTEK | 13 | -1.580000 | 509.210000 | -24.790000 | -4.640000 | 533.999999 |
| Essity A | 4 | -0.710000 | 1122.000000 | -27.000000 | -2.350000 | 1149.000000 |
| International Petroleum Corp. | 5 | -1.080000 | 552.000000 | -42.570000 | -7.160000 | 594.565215 |
| Vivesto | 1368 | 0.800000 | 551.580000 | -61.420000 | -10.020000 | 612.999432 |
| Sampo Oyj SDB | 7 | -1.290000 | 3759.000000 | -91.000000 | -2.360000 | 3850.000000 |
| Axfood | 13 | 0.330000 | 3594.500000 | -161.500000 | -4.300000 | 3756.000001 |
| Fasadgruppen Group | 35 | 1.760000 | 3640.000000 | -171.000000 | -4.490000 | 3810.999990 |
| OX2 | 18 | -2.860000 | 1406.700000 | -257.300000 | -15.460000 | 1663.999992 |
| Ovzon | 52 | -2.720000 | 2787.200000 | -574.800000 | -17.100000 | 3361.999992 |
| TOTAL | 46050.540000 | -838.030000 | -2.4355% | 46888.564618 |
Updated:¶
'2023-01-25 11:28:44.792601'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
